Measurement errors and censored structural latent variables models

• Main Authors: Chen, Songnian., Hsiao, Cheng., Wang, Liqun.
• Other Authors: School of Humanities and Social Sciences
• Format: Article
• Language: English
• Published: 2013
• Online Access: https://hdl.handle.net/10356/98269; http://hdl.handle.net/10220/13246
• Institution: Nanyang Technological University

We consider censored structural latent variables models where some exogenous variables are subject to additive measurement errors. We demonstrate that overidentification conditions can be exploited to provide natural instruments for the variables measured with errors, and we propose a two-stage e...